Our experiments suggest that it is sufficient to have only a broad estimate of the marginals.
As mentioned in Section REF , one could also employ IFM to learn these before training the NF.
However, the question of what is the best technique for choosing or estimating an appropriate marginal distributions and copula still requires further investigation. Nevertheless, we think that this flexibility brings additional improvement over the methods proposed by [1]} and [2]}. Of course, we have yet only gained preliminary results with our empirical study, which we plan to verify on real-world data and for different models in the future.
